A conventional anti-theft device for attachment to a steering wheel of an automobile shown in FIGS. 1 and 2 comprises a body member 10, a steel ball 11, a biasing spring 12, a cap 13, a locking means 14, a rod member 15 having a plurality of annular grooves 151 and two U-shaped hooks 150 for hooking on opposite portions of a steering wheel. The rod member 15 is locked at any of a plurality of positions by the steel ball 11 fitting in one of the grooves 151. When this lock is to be unlocked or locked, the locking means 14 has to be rotated by a correct key, causing the ball 11 to separate from or engage in one of the grooves 151. But the hook 150 is liable to be forcefully bent outward with tools and dehooked from a steering wheel to permit the car to be stolen by a thief. In addition, the rod member and the body member are too long, and inconvenient for handling and storing.